QR Decomposition

• Householder rank-revealing QR decomposition of a matrix with column-pivoting
  • Householder transformations 를 활용하여 matrix $\mathbf{A}$ 를 다음을 만족하는 $\mathbf{P},\mathbf{Q},\mathbf{R}$ 로 분해
    • $\mathbf{AP}=\mathbf{QR}$
      • $\mathbf{P}$ 는 permutation matrix, $\mathbf{Q}$ 는 unitary matrix, 그리고 $\mathbf{R}$ 은 upper triangular matrix

Related

References